I will assume that you have access to an electric kiln. Either you have acquired one, are about to acquire one, or you know a friendly neighborhood potter who is willing to fire your work. Ceramic clay is not something you work with and leave unfired. It will be very fragile and easily destroyed. Air dried clay or oven baked polymer clay would be a better way to go if you have no access to a kiln.
If you know someone who is willing to fire your work, or if you plan to use a commercial place, you still need to know a little about what you are doing. Unlike pottery, most sculpture has uneven thickness and if it is put in a normal firing sequence, there is a chance that it could fragment into a hundred pieces.
You can avoid this by:
One ... use hollow working practice so that there are no really thick areas of clay.
Two ... air dry the clay until it is bone dry. Then, dry it further in an oven, before you give it over to be fired. A toaster oven or kitchen oven works fine.
Once the residual moisture is removed you are safe. For smaller items, about fifteen minutes at 200 F followed by ½ hour at 250 F should do. For larger ones increase the times.
If you just acquired a kiln, you need to be sure it is working before firing your sculptures. Ideally it should be located in a well ventilated area and sitting on a fire resistant surface such as cement or ceramic tile. If it is in your basement or garage, you should buy or make a kiln vent. If making one you should realize that the air in a kiln is really really hot. Your fan should be drawing a lot of room air to keep the temperature of the ducting at a reasonable level. If the kiln is close to drywall you should have heat shields installed.
Few set ups will be as neat and tidy as the above example, but it gives you the idea.
A used test kiln or glass slumping kiln can be available that will plug into an ordinary wall outlet, (120 volt). Handy and inexpensive, but small. If it is manual control, they can be difficult to gradually raise the temperature as they heat up so fast. It may be necessary to oven dry your work before firing in such a kiln.
The total cost will be much more than the up-front cost. You should not consider an old rusty kiln unless you are mechanically inclined or have free skilled labor at your disposal.
The main point is that you will need to become familiar with your kiln and how it works in order to enjoy making ceramic items.
One option for the manual kilns is to purchase a temperature controller on ebay, and use a relay to control kiln temperature. A heavy “extension chord” set up, connected to the relay works well for this. In this way, one controller can be used for both a small test kiln and the larger main kiln.
The controller will allow you to set a temperature and it will be reached and maintained until you set it up to the next step - reducing the amount of attention the kiln requires. A ramp/soak controller is more expensive, but it allows you to program the entire firing sequence and just let it do its thing.
BUT … if you are not familiar with temperature controllers, it can be difficult to understand how it should be programmed and set up.